+72.2%
FCX vs MS
+122.6%
-50.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.5% | -3.4% |
| 7D | -2.4% | +0.8% | -3.2% | -2.9% |
| 30D | -18.0% | -0.7% | -17.3% | -17.5% |
| 3M | -14.3% | -12.4% | -1.9% | -5.5% |
| 6M | -1.7% | -1.7% | 0.0% | -0.3% |
| YTD | +19.8% | +8.0% | +11.8% | +12.4% |
| 1Y | +48.6% | +16.2% | +32.4% | +32.1% |
| 3Y | +85.8% | +171.3% | -85.5% | -16.7% |
| 5Y | +72.2% | +124.8% | -52.5% | -16.9% |
| All | +72.2% | +122.6% | -50.3% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling